Accessability Links

IRB Credit Model Quant

  • Location: City of London, London
  • Sector: Quantitative
  • Salary: £100000 - £150000 per annum
  • Job type: Permanent
  • Date posted: 02/12/2019
  • Job reference: 60020
This vacancy has now expired.

A unique opportunity has arisen with an exciting international bank within the City. They are looking for a IRB Credit Model Quant to join their Credit Risk Quant team.

Some of the responsibilities within the role will include, but are not limited to:

  • Experienced IRB credit modeller, covering PD and LGD models for several asset classes, with a high proportion of these being within Wholesale modelling.
  • Emphasising that the candidate must have demonstrable experience within LGD modelling.
  • Deep knowledge of EBA regulations, especially for IRB modelling and the associated capital rules.

The successful candidate must have extensive experience in system analysis, design, development and implementation of pricing application. The ideal candidate will also have EBA TRIM related experience, as well as experience in The Netherlands or with the Dutch regulator.

The starting salary for this position will range £100,000 to £150,000 dependent upon experience, plus bonus, and benefits. These include a great work life balance and a chance to work with front office, in order to shape their business strategy. Due to the ambitious nature of the bank and the growth potential there are excellent career progression opp

Who we work with

Other Clients